I am trying to conduct a regression with double clustered standard errors in the sense of Cameron/Gelbach/Miller, Robust Inference with Multi-way Clustering, 2009. However the ado.file provided by the authors seem only to work in the absence of factor variables. To give an example: usehttp:...
Regression standard errors in clustered samples Routing in Clustered Multihop, Mobile Wireless Networks With Fading Channel Hundreds of variants clustered in genomic loci and biological pathways affect human height. Bootstrap-Based Improvements for Inference with Clustered Errors ...
Subject st: Update to qreg2: clustered standard errors for quantile regression Date Thu, 4 Jul 2013 09:59:59 +0100Thanks to Kit Baum for posting the updated version of qreg2. The new version includes the possibility of computing clustered standard errors for quantile regression and a test for...
In STATA you can obtain clustered standard errors simply by addingcluster(cluster)to your regression command. For instance reg dependent_var independent_var, cluster(cluster) You can find a tutorial on how to calculate clustered standard errors in STATAhere. Clustered Standard Errors in R It is a...
Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error corre...
The model was estimated by means of ordinary least squares regression with clustered standard errors. Findings A one-unit increase in the number of health... RF Lavado,BP Brooks,M Hanlon - 《Bulletin of the World Health Organization》 被引量: 9发表: 2013年 Panel data in accounting and finan...
Standard errors In ordinary least squares (OLS) regression, we assume that the regression model errors are independent. This is not the case here: Each subject may be surveyed several times so within each subject’s repeated measures, the errors will be correlated. Although that is not a probl...
We care about FEs being nested within the cluster variables because the former are swept out of the regression prior to estimation. (Unless you're doing something like LSDV estimation which doesn't sweep out the FEs, but that's obviously very inefficient.) So they're not automatically "presen...
Random group effects and the precision of regression estimates J. Econometrics (1986) RhoS.et al. Inference in time series models using smoothed-clustered standard errors J. Econometrics (2021) ClarkT.E. Finite-sample properties of tests for equal forecast accuracy ...
. Efficient and robust cell detection: A structured regression approach.Med. Image Analysis(2017). Kumar, N.et al. A dataset and a technique for generalized nuclear segmentation for computational pathology.IEEE Transactions on Med. Imaging, 1550–1560 (2017). ...